Semigroups, Boundary Value Problems and Markov Processes
Kazuaki Taira
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Description for Semigroups, Boundary Value Problems and Markov Processes
Hardcover. Semigroups, Boundary Value Problems and Markov Processes Series: Springer Monographs in Mathematics. Num Pages: 735 pages, 149 black & white illustrations, biography. BIC Classification: PBKD; PBKF; PBKJ; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 40. Weight in Grams: 1262.
A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and ... Read more
A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and ... Read more
Product Details
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Format
Hardback
Publication date
2014
Series
Springer Monographs in Mathematics
Condition
New
Weight
1262g
Number of Pages
716
Place of Publication
Berlin, Germany
ISBN
9783662436950
SKU
V9783662436950
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Kazuaki Taira
Professor Kazuaki TAIRA, born in Tokyo, Japan in 1946, served for many years as a Professor of Mathematics at the University of Tsukuba (1998-2009). He received his Bachelor of Science in 1969 from the University of Tokyo, Japan and his Master of Science in 1972 from Tokyo Institute of Technology, Japan, where he served as an assistant from 1972 to ... Read more
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